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Testing the conditional CAPM using multivariate GARCH-M
Hansson, Björn; Hördahl, Peter - In: Applied financial economics 8 (1998) 4, pp. 377-388
Persistent link: https://www.econbiz.de/10001363511
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Expected asset returns and financial risks : some empirical evidence on Swedish data
Nummelin, Kim - 1994
Persistent link: https://www.econbiz.de/10000883272
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On the long-term stability and cross-country similarity of the factor patterns in the arbitrage pricing model
Yli-Olli, Paavo; Virtanen, Ilkka; Martikainen, Teppo - 1989
Persistent link: https://www.econbiz.de/10000020892
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Empirical risk factors in realized stock returns
Novak, Jiri; Petr, Dalibor - 2009
; asset pricing ; risk ; multifactor models ; CAPM ; size ; book-to-market ; momentum ; Sweden …
Persistent link: https://www.econbiz.de/10003929606
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CAPM beta, size, book-to-market, and momentum in realized stock returns
Novák, Jiri; Petr, Dalibor - In: Finance a úvěr 60 (2010) 5, pp. 447-460
Persistent link: https://www.econbiz.de/10009009404
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Swedish stock and bond returns, 1856 - 2012
Waldenström, Daniel - 2014
presented. Altogether, these series comprise the longest financial asset price database for Sweden to date. An important …
Persistent link: https://www.econbiz.de/10010360953
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Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri - In: Finance a úvěr 64 (2014) 1, pp. 79-95
Persistent link: https://www.econbiz.de/10010245254
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Systematic risk changes, negative realized excess returns and time-varying CAPM beta
Novák, Jiri - In: Finance a úvěr 65 (2015) 2, pp. 167-190
Persistent link: https://www.econbiz.de/10010504700
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Swedish stock and bond returns, 1856 - 2012
Waldenström, Daniel - 2014
presented. Altogether, these series comprise the longest financial asset price database for Sweden to date. An important …
Persistent link: https://www.econbiz.de/10010391440
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Success factors in asset management
Engström, Stefan - 2001
Persistent link: https://www.econbiz.de/10001628153